Directional Congestion and regime switching in a long memory model for electricity prices

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Original language	English
Journal	Studies in Nonlinear Dynamics and Econometrics (Online)
Volume	10
Pages (from-to)	1-24
Number of pages	24
ISSN	1081-1826
Publication status	Published - 2006

Cite this

@article{a3796c40bff811dbbee902004c4f4f50,

title = "Directional Congestion and regime switching in a long memory model for electricity prices",

author = "Niels Haldrup and Nielsen, {Morten {\O}rregaard}",

year = "2006",

language = "English",

volume = "10",

pages = "1--24",

journal = "Studies in Nonlinear Dynamics and Econometrics (Online)",

issn = "1081-1826",

publisher = "de Gruyter",

}

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review